+168.1%
DAL vs CP
+28.7%
+139.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.7% | -3.9% |
| 7D | +4.6% | +6.1% | -1.5% | +0.6% |
| 30D | +2.3% | +9.8% | -7.4% | -3.8% |
| 3M | -8.1% | +2.7% | -10.8% | -9.8% |
| 6M | +21.4% | +12.8% | +8.6% | +11.1% |
| YTD | +24.3% | +28.2% | -3.8% | +2.7% |
| 1Y | +47.4% | +34.1% | +13.2% | +17.6% |
| All | +168.1% | +28.7% | +139.4% | +119.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling